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Complexity theory studies the asymptotic difficulty of problems, so generalizations of games are needed, as games on a fixed size of board are finite problems.
For many generalized games which last for a number of moves polynomial in the size of the board, the problem of determining if there is a win for the first player in a given position is PSPACE-complete. Generalized hex and reversi are PSPACE-complete.
For many generalized games which may last for a number of moves exponential in the size of the board, the problem of determining if there is a win for the first player in a given position is EXPTIME-complete. Generalized chess, go and checkers are EXPTIME-complete.